+332.6%
EXPD vs CRL
+400.8%
-68.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.7% | -2.0% | +1.6% |
| 7D | -5.5% | +4.4% | -9.8% | -6.5% |
| 30D | -1.9% | +17.1% | -19.0% | -5.9% |
| 3M | +6.1% | +32.1% | -26.0% | -1.4% |
| 6M | +21.6% | +98.9% | -77.3% | +1.5% |
| YTD | +27.9% | +77.1% | -49.2% | +8.9% |
| 1Y | +39.4% | +110.3% | -70.9% | +13.5% |
| 3Y | +72.7% | +108.5% | -35.8% | +32.4% |
| 5Y | +60.3% | -7.9% | +68.2% | +52.7% |
| 10Y | +332.6% | +368.9% | -36.4% | +158.4% |
| All | +332.6% | +400.8% | -68.3% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling